If you haven't just changed food or added a new medicine, it's likely an infection. My late dalmatian's urine had a 'smokey' odor when she had a bladder infection. Generally they are easily treated (depending on what 'bug' it is, a 7-14 day course of antibiotics). However, left untreated, Urinary Tract Infections can spread to the kidneys where they are MUCH harder to treat.

Every time this smell is noticed in our dog, she has a UTI. The vet has done every test available to find why she usually gets two infections a year and could find nothing. She is just prone to them, so now we go to the vet as soon as she begins to emit this smell. By the way, vet said men usually can smell it first, and that is true at my home. Go figure. ;)